Plotting CDF of a dataset in R?

问题:

I am not really sure about the difference between CDF (Cumulative Distribution Function) and ECDF (Empirical Cumulative Distribution Function) but I usually utilize a CDF plot to make observations about my data.

I have been using R recently and am desperately trying to find out how to plot a CDF and CCDF (Complementary CDF) of my data. All I could find was that R has ecdf but am not really sure if this is what I am looking for. Plotting an ECDF is as simple as:

plot.ecdf(data)

Does anyone know how to plot a CDF and CCDF of a dataset using R?

回答1:

A CDF commonly requires closed form when you know or assume a distribution. An ECDF, on the other hand, is 'empiricial' as it comes from your data. I just answered a question about using ecdf() and Hmisc's Ecdf() here the other day.

More generally, you can search here using terms such as

 [r] ecdf

in the search box to look for 'ecdf' within the R tag. At rseek.org, little comes up for 'ccdf'. Is that maybe just the same as one minus the ECDF? If so, Ecdf() in Hmisc can do it.

I hope this helps, if not please re-phrase your question as it is not quite clear exactly what you are looking for. Both ecdf() and Ecdf() are pretty featureful so make sure to read their help pages.